| 我国信心指数对宏观经济反应与预测的能力分析 |
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| 引用本文： | 莫小莎,刘深.我国信心指数对宏观经济反应与预测的能力分析[J].桂海论丛,2013(3):50-54. |
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| 作者姓名： | 莫小莎 刘深 |
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| 作者单位： | [1]广西社会科学院,广西南宁530022 [2]中国人民大学,北京100872 |
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| 摘 要： | 信心指数是反映宏观经济现状和未来趋势的先行指标。在分析信心与GDP关系的基础上,通过对我国2004年第一季度到2012年第三季度的消费者、企业家、经济学家信心指数和同期宏观经济数据,运用建立向量自回归模型、误差修正模型(VECM),向量自回归模型中的脉冲响应和预测方差分解,以及Granger因果检验,分析了三类信心指标对GDP指数的反应与预测能力,比较分析信心指数的先导作用,提出增强市场群体信心的建设性意见。
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| 关 键 词： | 信心指数 宏观经济 先导作用 |
Analysis of Reaction and Prediction of Confidence Index Impacts on Macro-economy in China |
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| .Mo Xiaosha .Liu Shen.Analysis of Reaction and Prediction of Confidence Index Impacts on Macro-economy in China[J].Guihai Tribune,2013(3):50-54. |
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| Authors: | Mo Xiaosha Liu Shen |
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| Institution: | .Mo Xiaosha .Liu Shen(1.Guangxi Academy of Social Sciences,Nannning,Guangxi,530021;2.Renmin University of China,Beijing,100872) |
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| Abstract: | Confidence index is a leading index that reflects current situation of macro-economy and future tendency.Based on the the relationship between confidence and GDP,the paper analyzes the reaction and prediction that three confidence indexes impact on GDP index and the leading effect of confidence index through the consumer,entrepreneur and economist confidence index and the macro-economic dates in the same period from the first quarter in 2004 to the third quarter in 2012,and it builds VARM and VECM and Granger cause and effect examination to propose a constructive suggestion to strengthen group confidence in the market. |
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| Keywords: | confidence index macro-control the leading effect |
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